The LIML and related estimators of an equation with moving average disturbances
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| dc.contributor.author | Hall Anthony | en_US |
| dc.contributor.author | Pagan Adrian | en_US |
| dc.contributor.editor | en_US | |
| dc.date.accessioned | 2011-02-07T06:26:31Z | |
| dc.date.available | 2011-02-07T06:26:31Z | |
| dc.date.issued | 1981 | en_US |
| dc.identifier | 2006014941 | en_US |
| dc.identifier.citation | Hall Anthony and Pagan Adrian 1981, 'The LIML and related estimators of an equation with moving average disturbances', Univ Penn, vol. 22, no. 3, pp. 719-730. | en_US |
| dc.identifier.issn | 00206598 | en_US |
| dc.identifier.other | C1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/13973 | |
| dc.description.abstract | Investigates the efficacy of using the limited information maximum likelihood (LIML) estimation in solving the analogous situation in an ordinary simultaneous equation problem for a model with moving average disturbance. Interpretation of an ordinary LIML estimator as a version of a seemingly unrelated regression estimator; Identification of various consistent estimators after during the LIML estimator | en_US |
| dc.language | en_US | |
| dc.publisher | Univ Penn | en_US |
| dc.relation.isbasedon | NA | en_US |
| dc.title | The LIML and related estimators of an equation with moving average disturbances | en_US |
| dc.parent | International Economic Review | en_US |
| dc.journal.volume | 22 | en_US |
| dc.journal.number | 3 | en_US |
| dc.publocation | Philadelphia | en_US |
| dc.identifier.startpage | 719 | en_US |
| dc.identifier.endpage | 730 | en_US |
| dc.cauo.name | BUS.School of Finance and Economics | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 150202 | en_US |
| dc.personcode | 970384;100844 | en_US |
| dc.percentage | 000050 | en_US |
| dc.classification.name | Financial Econometrics | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | en_US | |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | ISI:A1981MX70200019 | en_US |
| dc.description.keywords | NA | en_US |
| dc.staffid | en_US |
